Calamos Evolving World Growth Fund Class I (CNWIX)
Fund Info
ISIN | US1281191387 |
---|---|
CUSIP | 128119138 |
Issuer | Calamos |
Category | Emerging Markets Equities |
Min. Investment | $1,000,000 |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Calamos Evolving World Growth Fund Class I has a high expense ratio of 1.05%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calamos Evolving World Growth Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calamos Evolving World Growth Fund Class I had a return of 6.63% year-to-date (YTD) and 9.57% in the last 12 months. Over the past 10 years, Calamos Evolving World Growth Fund Class I had an annualized return of 3.57%, while the S&P 500 had an annualized return of 10.89%, indicating that Calamos Evolving World Growth Fund Class I did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 6.63% | 10.16% |
1 month | 1.48% | 3.47% |
6 months | 15.05% | 22.20% |
1 year | 9.57% | 30.45% |
5 years (annualized) | 6.63% | 13.16% |
10 years (annualized) | 3.57% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.90% | 5.60% | ||||||||||
2023 | -4.21% | -4.33% | -4.08% | 8.72% | 3.08% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Calamos Evolving World Growth Fund Class I | 0.75 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Calamos Evolving World Growth Fund Class I granted a 0.50% dividend yield in the last twelve months. The annual payout for that period amounted to $0.09 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.09 | $0.09 | $0.15 | $0.59 | $0.46 | $0.16 | $0.00 | $0.06 | $0.00 | $0.05 | $0.37 | $0.05 |
Dividend yield | 0.50% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% | 2.83% | 0.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Evolving World Growth Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 |
2013 | $0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calamos Evolving World Growth Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calamos Evolving World Growth Fund Class I was 43.57%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Calamos Evolving World Growth Fund Class I drawdown is 29.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.57% | Feb 17, 2021 | 426 | Oct 24, 2022 | — | — | — |
-39.22% | Aug 29, 2008 | 59 | Nov 20, 2008 | 199 | Sep 8, 2009 | 258 |
-30.89% | Jan 29, 2018 | 541 | Mar 23, 2020 | 71 | Jul 2, 2020 | 612 |
-28.46% | Jul 7, 2014 | 405 | Feb 11, 2016 | 392 | Aug 31, 2017 | 797 |
-23.37% | May 2, 2011 | 108 | Oct 3, 2011 | 671 | Jun 6, 2014 | 779 |
Volatility
Volatility Chart
The current Calamos Evolving World Growth Fund Class I volatility is 3.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.